DOI10.1214/21-AOP1560arXiv2002.01448MaRDI QIDQ6334137
Peter K. Friz, Radoš Radoičić, Jim Gatheral
Publication date: 4 February 2020
Mathematics Subject Classification ID
Martingales with continuous parameter (60G44) Stochastic analysis (60H99) Algebraic structures and computation (60L70)